hb/tester/ver.2026/06/11/backtest_results: 2026-01-01 - 2026-06-01 | mrs-4h-L | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
2202.51
Total PnL
1202.51 (120.25%)
Total Trades (Win/Los)
468 (363/86)
Win Rate
77.56%
Max Drawdown
1561.19 (53.68%)
Total Fees
474.43
Position avg (max), %
99.35 (100.05)
Profit Factor
1.28
Duration (days)
151.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 2.83% -2.31% -14.61% 84.80% 38.94% — — — — — — — 120.25%
Report Statistics
Period & Scope
Metric Value
Report range 2026-01-01 - 2026-06-01
Days in test 151.0
Months in test 6
Months with data 5
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 2202.51
Min balance 697.00
Max balance 2908.52
Monthly Performance
Metric Value
Average monthly return (geometric), % 17.11
Average monthly return (arithmetic), % 21.93
Best month, % 84.80
Worst month, % -14.61
PnL, Volume & Fees
Metric Value
Total PnL 1202.51
Total PnL, % 120.25
Gross profit 7619.90
Gross loss 5933.91
Trading volume (USDT) 1317873.49
Total transactions (buy/sell) 936
Total fees 474.43
Funding net -9.04
Funding accrued (received) 0.00
Funding paid 9.04
Trades
Metric Value
Total Trades 468
Win Trades 363
Los Trades 86
Win Rate, % 77.56
Expectancy per trade 3.6025
Max consecutive wins 36
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.35
Position max, % of margin balance 100.05
Max Drawdown 1561.19
Max Drawdown, % 53.68
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2841
Recovery Factor (Total PnL / Max DD) 0.7703
Sharpe ratio (monthly) 2.1024
Sortino ratio (monthly) 11.4840
CAGR, % 575.24
Calmar ratio (CAGR / Max DD%) 10.7168
Open Positions Size (USDT)
Details
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  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
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  "exchange": {
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    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
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    "leverage": 20.0,
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    "risk_long": 1.0,
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    "lot_long": 0.0,
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  "options": null,
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    "use_settings_from_open_long": true,
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    "ma_long": {
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    "ma_close_short": {
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
      "offset": 1
    },
    "filter_pump_2": {
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  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
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  "macd_trend": null
}